The Legend of Zelda: Majora's Mask 3D Wiki Guide

Getting the Horse Epona

To get Epona back you need to get a Powder Keg from the Goron Village to destroy the boulder blocking Milk Road. It's a good idea to do this directly after finishing Snowhead Temple. To get Powder Kegs, complete An Explosive Exam.

You can then buy Powder Kegs from Biggoron or in Clock Town (talk to the Goron in the Bomb Shop).

After blowing up the boulder on Milk Road, talk to Romani and pass her test and she will teach you Epona's song.